XNCR · Expected Move

Xencor, Inc.

The expected move for XNCR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

XNCR straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current XNCR Expected Move
30-Day Straddle
$6.38
7-Day Straddle
$6.38
30-Day ATM IV
97.5%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to XNCR's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
XNCR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261104 $6.38 $6.38 97.5% 44%
20261103 $5.50 $5.50 88.2% 37%
20261102 $5.17 $5.17 94.1% 43%
20261030 $5.20 $5.20 85.4% 35%
20261029 $5.45 $5.45 91.7% 40%
20261028 $5.28 $5.28 85.1% 35%
20261027 $6.45 $6.45 99.3% 49%
20261026 $6.12 $6.12 92.5% 43%
20261023 $7.70 $7.70 135.4% 79%
20261022 $7.25 $7.25 126.7% 71%
20261021 $8.10 $8.10 142.6% 84%
20261020 $7.45 $7.45 130.2% 74%
20261019 $7.10 $7.10 138.5% 81%
20261016 $8.50 $5.00 145.7% 87%
20261015 $8.25 $2.35 133.2% 77%
20261014 $8.55 $5.03 144.2% 86%
20261013 $8.15 $3.65 135.3% 78%
20261012 $8.65 $3.77 134.5% 78%
20261009 $8.78 $4.50 134.6% 46%
20261008 $8.45 $3.83 126.5% 42%
20261007 $8.60 $3.55 125.5% 42%
20261006 $7.95 $3.45 118.7% 38%
20261005 $8.97 $5.05 128.2% 43%
20261002 $3.95 $3.95 118.8% 38%
20261001 $4.42 $4.42 123.3% 40%
20260930 $5.17 $5.17 124.4% 41%
20260929 $4.57 $4.57 117.4% 38%
20260928 $5.28 $5.28 108.9% 33%
20260925 $5.05 $5.05 116.7% 37%
20260924 $5.15 $5.15 106.7% 32%
20260923 $4.88 $4.88 102.7% 30%
20260922 $4.67 $4.67 101.0% 30%
20260921 $5.50 $5.50 109.4% 34%
20260918 $6.38 $1.93 115.2% 36%
20260917 $3.97 $3.05 76.2% 18%
20260916 $5.42 $5.18 95.3% 27%
20260915 $5.38 $5.15 97.0% 28%
20260914 $5.45 $3.88 95.9% 27%
20260911 $5.28 $4.85 94.3% 26%
20260910 $4.15 $4.42 81.7% 20%
20260909 $5.20 $4.53 89.0% 24%
20260908 $5.35 $3.23 84.0% 21%
20260904 $5.90 $5.22 86.0% 22%
20260903 $6.28 $4.10 85.7% 22%
20260902 $4.20 $4.20 86.6% 23%
20260901 $5.93 $5.93 93.1% 26%
20260831 $4.38 $4.38 84.0% 21%
20260828 $3.33 $3.33 74.1% 17%
20260827 $3.90 $3.90 70.9% 15%
20260826 $5.30 $5.30 78.3% 19%
20260825 $4.53 $4.53 73.6% 16%
20260824 $4.97 $4.97 76.8% 18%
20260821 $4.80 $4.60 79.6% 19%
20260820 $4.60 $5.80 63.2% 11%
20260819 $6.67 $5.95 101.8% 30%
20260818 $3.20 $4.75 71.7% 15%
20260817 $5.15 $1.32 87.1% 23%
20260814 $5.20 $1.45 91.8% 25%
20260813 $5.22 $1.98 86.3% 22%
20260812 $5.10 $1.75 85.9% 22%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.